如何获得复杂矩阵Svd（奇异值分解）算法库，我已经找了很长时间。 [英] How Can I Get A Library Of Complex Matrix Svd (Singular Value Decomposition)Algorithm, I Have Been Look For It For A Long Time.

问题描述

所有算法都是关于真实矩阵，我需要复杂，请帮助我，谢谢。

All algorithm is about real matrix, i need complex, please help me,thanks.

推荐答案

不，该算法也适用于复杂矩阵：< a href =https://en.wikipedia.org/wiki/Singular_value_decomposition> https://en.wikipedia.org/wiki/Singular_value_decomposition [ ^ ]。



我在几个地方找到了一些实现，包括CodeProject： DotNetMatrix：.NET简单矩阵库 [ ^ ]。



参见：

http://www.alglib.net/translator/man/manual.csharp.html#unit_svd [<啊ref =http://www.alglib.net/translator/man/manual.csharp.html#unit_svd\"target =_ blanktitle =New Window> ^ ]，

http://accord-framework.net/docs/html/T_Accord_Math_Decompositions_SingularValueDecomposition.htm [ ^ ]，

http://www.centerspace.net/doc/NMath/user/matrix-decompositions-87143。 htm [ ^ ]，

http：// www.meta-numerics.net/documentation/html/97384538-026a-4832-464c-12266e887b0a.htm [ ^ ]，
http://ilnumerics.net/singular-value-decomposition.html [ ^ ]，

...？



我没有测试过，但你可以做到，最感兴趣的是。我相信，有一些实际数字的工作源代码，将它复制到复杂的数字并不是根本困难，但可能需要大量的工作，这取决于原始库的质量。

-SA

No, the algorithm is applicable for complex matrices as well: https://en.wikipedia.org/wiki/Singular_value_decomposition[^].

I found some implementation in several places, including CodeProject: DotNetMatrix: Simple Matrix Library for .NET[^].

See also:
http://www.alglib.net/translator/man/manual.csharp.html#unit_svd[^],
http://accord-framework.net/docs/html/T_Accord_Math_Decompositions_SingularValueDecomposition.htm[^],
http://www.centerspace.net/doc/NMath/user/matrix-decompositions-87143.htm[^],
http://www.meta-numerics.net/documentation/html/97384538-026a-4832-464c-12266e887b0a.htm[^],
http://ilnumerics.net/singular-value-decomposition.html[^],
…?

I did not test any, but you can do it, as the one interested the most. I believe, having some working source code for real numbers, it would not be fundamentally difficult to rework it to complex numbers, but may take a good deal of work, depending on the quality of original library.

—SA

加入谢尔盖的建议，我用过：

https://github.com/mathnet/mathnet-numerics [ ^ ]

Adding to Sergey's suggestions, I've used:
https://github.com/mathnet/mathnet-numerics[^]

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